We consider the KPZ equation in space dimension 2 driven by spacetime white noise. We
showed in previous work that if the noise is mollified in space on scale ε and its strength is …

We characterize the optimal signal-adaptive liquidation strategy for an agent subject to
power-law resilience and zero temporary price impact with a Gaussian signal, which can …

We characterize the behavior of the Rough Heston model introduced by Jaisson and
Rosenbaum (2016, Ann. Appl. Probab., 26, 2860–2882) in the small‐time, large‐time, and …

Abstract Let f: R→ R be a stationary centered Gaussian process. For any R> 0, let ν R
denote the counting measure of {x∈ R∣ f (R x)= 0}. Under suitable assumptions on the …

Abstract The Sine-Gordon model is obtained by tilting the law of a log-correlated Gaussian
field X defined on a subset of R d by the exponential of its cosine, namely exp (α∫ cos (β …

On the integer lattice, we consider the discrete membrane model, a random interface in
which the field has Laplacian interaction. We prove that, under appropriate rescaling, the …

We consider a family of fractional Brownian fields {BH} H∈(0, 1) on R d, where H denotes
their Hurst parameter. We first define a rich class of normalizing kernels ψ and we rescale …

We study the Liouville metric associated to an approximation of a log-correlated Gaussian
field with short range correlation. We show that below a parameter γ _c> 0 γ c> 0, the left …

We characterize the local smoothness and the asymptotic growth rate of the Lévy white
noise. We do so by characterizing the weighted Besov spaces in which it is located. We …

We study the Gaussian measure whose covariance is related to the Anderson Hamiltonian
operator, proving that it admits a regular coupling to the (standard) Gaussian free field …